Anic Equity¶

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Total return since start: 0.586 %¶

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Equity now: -----------------------------> 48460.85 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46764.23 Kr¶

PnL: ---------------------------------------> 407.23 Kr¶

DD now: ---------------------------------> -8.772 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-10 17:14:28.009128'

Anic Portfolio¶

This Week¶

Return: 0.472 %¶

Total portfolio value¶

Return including deposits: 58.648 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
NP3 Fastigheter 32 4.270000 5859.200000 162.200000 2.850000 5697.000000
EnQuest PLC 2351 -1.510000 5835.180000 122.180000 2.140000 5713.000530
Investor B 27 0.770000 5810.400000 119.400000 2.100000 5691.000006
Vitec Software Group B 2 1.970000 1189.000000 102.000000 9.380000 1087.000000
Lindab International 35 1.380000 5677.000000 84.000000 1.500000 5593.000000
Tethys Oil 109 1.450000 5891.450000 -19.550000 -0.330000 5911.000022
AQ Group 12 -0.460000 5220.000000 -43.000000 -0.820000 5262.999996
Volvo B 25 0.420000 5690.000000 -53.000000 -0.920000 5743.000000
Volvo A 24 0.090000 5592.000000 -67.000000 -1.180000 5659.000008
TOTAL 46764.230000 407.230000 -8.77159% 46357.000562

Updated:¶

'2023-08-10 17:13:55.379750'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶